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                          CKLS_GMM
Authors: Chan, Karolyi, Longstaff and Sanders (1992). 
Title: Empirical Comparison of Alternative Models of the Short-Term Interest Rate
Journal: Journal of Finance

Data Set
file: Data_CKLS.csv
Monthly return on a 1 month average of bid and ask prices for US Treasury Bill
Same dataset of the original paper by CKLS
Sample: Jun/1964 to Nov/1989

Code: CKLS_gmm.R

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                          CCAPM_GMM

Data Set
file: Data_CCAPM.csv
Same dataset of the Verbeek (2004).
returns of ten portfolios of stocks, maintained by the Center for Research in Security Prices at the University of
Chicago. These portfolios are size-based
 The riskless return is approximated by the monthly return on a 3 month US Treasury Bill
Sample: Monthly returns over the period February 1959–November 1993. 
